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Article

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Submitted version

Publication date

1996

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/152097

Global efficency

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Abstract

In this paper the global behaviour of an estimator is studied in framework of Intrinsic Analysis, (7). Two indices of performance of an estimator in a bounded region are analyzed: the average of the intrinsic risk (the loss function is the squared Rao distance) and the maximum risk. The Riemannian volume, provided by the Fisher metric on the manifold associated with the parametric model, allows us to take an average of the intrinsic risk. Cramér-Rao type integral inequalities for the integrated mean squared Rao distance of estimators are derived using variational methods, extending the work of éencov, [3]. Additionally, lower bounds for the maximum risk are also derived, by using integral expressions.

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Preprint enviat per a la seva publicació en una revista científica.

Subject

Distribució (Teoria de la probabilitat), Anàlisi asimptòtica, Geometria diferencial, Estadística matemàtica

Subject (English)

Universitat de Barcelona. Institut de Matemàtica

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Preprints de Matemàtiques - Mathematics Preprint Series

Citation

CORCUERA VALVERDE, José Manuel and OLLER I SALA, Josep Maria. Global efficency. [consulted: 10 of June of 2026]. Available at: https://hdl.handle.net/2445/152097

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